+243.3%
CAT vs ROIV
+248.8%
-5.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -6.0% |
| 7D | -14.5% | -2.4% | -12.1% | -14.3% |
| 30D | -35.7% | +3.1% | -38.8% | -35.9% |
| 3M | -36.3% | +5.8% | -42.1% | -36.8% |
| 6M | -38.5% | +29.3% | -67.8% | -40.2% |
| YTD | -2.5% | +68.8% | -71.3% | -7.5% |
| 1Y | -1.9% | +81.0% | -82.9% | -7.5% |
| 3Y | +139.2% | +294.6% | -155.4% | +112.9% |
| 5Y | +192.1% | +373.1% | -181.0% | +146.2% |
| All | +243.3% | +248.8% | -5.4% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling